Exotics & Structured

Read these first

1. 01Autocallable Notes

   An autocallable note pays a rich coupon and redeems itself early the moment the underlying is at or above a trigger on a check-in date, great for a flat or slightly rising market, and quietly dangerous if the underlying instead grinds lower.

2. 02Structured Notes And Payoff Design

   A structured note is a bond and a derivative stitched together into one certificate, engineered to deliver a specific payoff shape, like a floor under your losses, or an amplified share of the upside, that no single off-the-shelf security offers.

Then the rest

1. 03Basket Options
2. 04Bermudan Options
3. 05Cliquets And Ratchet Options
4. 06Convertible Bond Pricing
5. 07Correlation Swaps
6. 08Double No-Touch Options
7. 09Forward Start Options
8. 10Lookback Options
9. 11Quanto Options
10. 12Rainbow And Best-Of Options
11. 13Reverse Convertible Notes
12. 14Spread Options And Kirk's Approximation
13. 15Swing Options
14. 16Volatility Swaps
15. 17Worst-Of Options And Correlation Skew